Statistical inference for time series with non-precise data

DOI10.1016/J.IJAR.2019.08.002zbMATH Open1471.62468OpenAlexW2969664529WikidataQ127372771 ScholiaQ127372771MaRDI QIDQ2302790FDOQ2302790

Authors: W. Lee, Hye-Young Jung 

Publication date: 26 February 2020

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2019.08.002

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zbMATH Keywords

consistencynormalityasymptotic relative efficiencyfuzzy time seriesfuzzy autoregressive modelfuzzy least squares estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

Cites Work

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• Approximation Theorems of Mathematical Statistics
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• On the Statistical Treatment of Linear Stochastic Difference Equations
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• Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
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• Fuzzy relation analysis in fuzzy time series model
• A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data
• Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system
• The strong law of large numbers for fuzzy random variables
• Short-term load forecasting method based on fuzzy time series, seasonality and long memory process
• Long-term prediction of time series based on stepwise linear division algorithm and time-variant zonary fuzzy information granules
• Designing fuzzy time series forecasting models: a survey

Cited In (2)

• Uncertain time series analysis with imprecise observations
• INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS

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